VIX FUTURES - CBOE FUTURES EXCHANGE Code-1170E1 FUTURES ONLY POSITIONS AS OF 07/15/14 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- ($1000 X INDEX) OPEN INTEREST: 435,001 COMMITMENTS 140,160 190,565 101,926 165,725 114,769 407,811 407,260 27,190 27,741 CHANGES FROM 07/08/14 (CHANGE IN OPEN INTEREST: -22,196) -7,792 -28,214 651 -10,533 11,171 -17,674 -16,392 -4,522 -5,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 43.8 23.4 38.1 26.4 93.7 93.6 6.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 68 87 82 41 41 161 169
Updated July 18, 2014